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In Melee, the Great Fox is incorrectly stated to have debuted in Star Fox / Starwing when it was Star Fox 64 / Lylat Wars. Also note that the PAL release's name is two words instead of one in Melee. This error was fixed in the sequel.
Falco's Final Smash trophy in Brawl relates that the Landmaster was originally a working prototype at Space Dynamics before Fox ordered a ground based vehicle for usage during the Lylat Wars. (1)
The Great Fox trophies reference that James McCloud ordered the ship's construction as stated in the Nintendo Power Star Fox 64 guide. (2)
The Wolfen trophy in the 3DS game reference the Nintendo Power Star Fox 64 guide in that Andross designed them for Star Wolf. It also states that Pigma had a hand in their design.
Pigma's trophies in the fourth game also claim that he was the one who persuaded Wolf to form his own team, again referencing the guide's implement that Pigma was the reason Fox and Wolf had a rivalry at all.
Panther and Tricky's trophies in the fourth and fifth game are almost identical to their Brawl ones.
The Assault styled Great Fox tophies are always posed turning downwards, referencing its final battle from Assault.